3 Answers
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With a single reed, your saliva can contact 100% of the surface area of the reed. When you soak a double double reed in your mouth, however, you're only getting to 50% max of the surface area of the reed. Soaking in a cup of water allows you to get soak the whole reed evenly. Some single reed players soak in water instead of saliva just because it's more efficient and consistent.

I asked my father, who was Principle Bassoon in the Milwaukee Symphony Orchestra for 30+ years. Here's a paraphrase of what he said:

"Single-reed players do moisten their reeds with water. I actually knew a clarinetist who kept a whiskey shot glass of water attached to his music stand that he used to moisten the reed during concerts; he'd dip his finger in it and run it along the reed, and he'd do this maybe a hundred times on a typical night.

"Single- and double-reed players keep their reeds moist because they respond better that way. Reeds are a natural material. You can sand them all you like, but there will always be some rough places, and the water helps smooth them and maintain a more consistent surface. I can tell you, and you can talk to 500 guys, who have played in some place dry like Aspen, and 500 of them will tell you it's a tremendous problem."

Addendum: I'll add this, which my father didn't say but is perhaps pertinent: it may be that there's no significant difference between soaking in water or soaking in saliva, but that the soaking itself is what's important. If that's the case, you can imagine that it might be difficult to generate enough saliva to soak much of anything.

The question pertained to moistening reeds in a cup of water vs. with your own saliva, but your answer is really to the question "Why do we moisten reeds?".
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NReilingh♦Apr 30 '11 at 0:32

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@NReilingh: Seems to me the OP had two questions, the second one about why single-reed players don't soak their reeds with water. My answer (really, my father's answer) addresses this question. As for the OP's other question, I'll add an addendum to my answer.
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Alex BassonApr 30 '11 at 12:55

Being a 2nd (out of 3) generation oboe player, I've asked (and been asked) this question from time to time. [The most recent one was last year when my son started taking the oboe.]

The best answer I get is that about half of the oboist swear by soaking in water, and the other half swear by soaking in saliva. The one thing they do agree upon is that there is a difference in how the reed plays if you soak it in different liquids. [My father used to swear by soaking his read in Vokda or Kirschwasser when he had a cold.]

Here are the facts that both sides acknowledge:

Saliva & Water have different densities.

The enzymes in saliva interact with the wood of the reed.

Gunk in the reed is not good

Proponents of saliva soaking will often use arguments such as

The increased density of the saliva changes the way the reed responds

Soaking in water and then switching to your mouth means the reed will change as you are playing it as the water is displaced by the saliva in your mouth.

The Opposing view (those who prefer water) argue

Saliva is gross

Reeds wear out faster when using saliva

You can't get all sides of each read using saliva [There is an opening between the reeds when you blow through it, so I don't see this one.]

Where is the truth? [Warning, entering The Opinion Zone]

IMHO, all of these are true. What it really comes down is what the player is used to, how they were trained, and (probably more importantly) how the reed is customized. (Every serious double reed player ends up adjusting their reeds, even if they buy high-end pre-made ones.)

Concerning the "gunk": one thing my father did stumble upon in his 60+ years of playing the oboe was the importance of cleanliness to the survival of reeds.

First off, make sure you mouth is clean of any food before playing. [Brush your teeth just before playing! I actually carry a toothbrush in my oboe case.]

Second, make sure you clean your reeds. I like to clean mine under a mild stream of water from a faucet with tip pointing down so as to prevent damage and allowing water to enter the back.

My father uses an ultrasonic cleaner. He ends up getting several times (~5x) more life out of the reeds he cleans with the ultrasonic cleaner vs. the ones he didn't. I haven't found that much of a difference, but I never did play as much as him. [There are also those who claim the frequency of the ultrasonics is important to how well it works.]